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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.37% | 5.39 CHF | 5.41 CHF | 64,000 | 64,000 | 62,992 | 62,992 | 343,989 CHF | 345,249 CHF | 100.00% | 100.00% |
| 15/05/2024 | 0.37% | 5.49 CHF | 5.51 CHF | 63,000 | 63,000 | 63,362 | 63,362 | 343,056 CHF | 344,326 CHF | 100.00% | 100.00% |
| 14/05/2024 | 0.38% | 5.37 CHF | 5.39 CHF | 64,000 | 64,000 | 64,210 | 64,210 | 341,567 CHF | 342,851 CHF | 99.99% | 99.99% |
| 13/05/2024 | 0.37% | 5.36 CHF | 5.38 CHF | 64,000 | 64,000 | 63,722 | 63,722 | 343,840 CHF | 345,115 CHF | 100.00% | 100.00% |
| 10/05/2024 | 0.36% | 5.52 CHF | 5.54 CHF | 61,000 | 61,000 | 61,158 | 61,158 | 336,805 CHF | 338,028 CHF | 100.00% | 100.00% |
| 08/05/2024 | 0.37% | 5.33 CHF | 5.35 CHF | 63,000 | 63,000 | 62,769 | 62,769 | 335,932 CHF | 337,187 CHF | 99.25% | 99.25% |
| 07/05/2024 | 0.38% | 5.29 CHF | 5.31 CHF | 63,000 | 63,000 | 63,114 | 63,114 | 332,433 CHF | 333,696 CHF | 97.36% | 97.36% |
| 06/05/2024 | 0.38% | 5.27 CHF | 5.29 CHF | 63,000 | 63,000 | 63,645 | 63,645 | 333,197 CHF | 334,470 CHF | 98.51% | 98.51% |
| 03/05/2024 | 0.39% | 5.19 CHF | 5.21 CHF | 64,000 | 64,000 | 64,071 | 64,071 | 330,318 CHF | 331,600 CHF | 99.97% | 99.97% |
| 02/05/2024 | 0.39% | 5.11 CHF | 5.13 CHF | 65,000 | 65,000 | 64,760 | 64,760 | 330,360 CHF | 331,655 CHF | 100.00% | 100.00% |
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